DummySyncModel

API documentation for tradeexecutor.strategy.sync_model.DummySyncModel Python class in Trading Strategy framework.

class DummySyncModel

Bases: SyncModel

Do nothing sync model.

• There is no integration to external systems

• Used in unit testing

__init__()

Methods

__init__()
create_transaction_builder()	Creates a transaction builder instance to make trades against this asset management model.
fetch_onchain_balances(assets[, ...])	Read the on-chain asset details.
get_hot_wallet()	Get the vault address we are using.
get_key_address()	Get the address that identifies the vault/wallet we are using.
get_safe_latest_block()
get_token_storage_address()	Get the address where tokens are stored.
has_async_deposits()	Can deposit land only when we tell so.
has_position_sync()	Do we need to sync positions when we sync treasuty.
is_ready_for_live_trading(state)	Check that the state and sync model is ready for live trading.
reset_deposits(state)	Clear out pending withdrawals/deposits events.
resync_nonce()	Re-read hot wallet nonce before trade execution.
sync_initial(state)	Initialize the vault connection.
sync_interests(timestamp, state, universe, ...)	Update interest on all tokens that receive interest thru rebase.
sync_positions(timestamp, state, ...)	Detect any position balance changes due to deposit/redemptions of vault users.
sync_treasury(strategy_cycle_ts, state[, ...])	Apply the balance sync before each strategy cycle.

__init__()

sync_initial(state)

Initialize the vault connection.

Parameters:

• kwargs –

  Extra hints for the initial sync.

  Because reading event from Ethereum blockchain is piss poor mess.

• state (State) –

get_token_storage_address()

Get the address where tokens are stored.

Returns:

Vault address for enzyme, wallet address for hot wallet.

Return None for DummySyncModel e.g. in the case of unit and backtests.

Return type:

Optional[str]

sync_treasury(strategy_cycle_ts, state, supported_reserves=None, end_block=None, post_valuation=False)

Apply the balance sync before each strategy cycle.

Parameters:

• strategy_cycle_ts (datetime) –

  The current strategy cycle.

  Resevers are synced before executing the strategy cycle.

• state (State) – Current state of the execution.

• supported_reverses –

  List of assets the strategy module wants to use as its reserves.

  May be None in testing.

• end_block (int | None) – Sync until this block.

• post_valuation –

  For models where we need to manage the deposit queue ourselves, like Lagoon, make onchain transaction to update the new onchain valuation.

  Disabled by default as this needs gas fees.

• supported_reserves (Optional[List[AssetIdentifier]]) –

Returns:

List of balance updates detected.

• Deposits

• Redemptions

Return type:

List[BalanceUpdate]

create_transaction_builder()

Creates a transaction builder instance to make trades against this asset management model.

Only needed when trades are being executed.

Returns:

Depending on the asset management mode.

• tradeexecutor.ethereum.tx.HotWalletTransactionBuilder

• tradeexecutor.ethereum.enzyme.tx.EnzymeTransactionBuilder

Return type:

Optional[TransactionBuilder]

fetch_onchain_balances(assets, filter_zero=True, block_identifier=None)

Read the on-chain asset details.

• Mark the block we are reading at the start

• Asset list is sorted to be by address to make sure the return order is deterministic

Parameters:

• filter_zero – Do not return zero balances

• block_identifier (Union[Literal['latest', 'earliest', 'pending', 'safe', 'finalized'], ~eth_typing.evm.BlockNumber, ~eth_typing.evm.Hash32, ~eth_typing.encoding.HexStr, ~hexbytes.main.HexBytes, int]) – Cbeck at certain block height.

• assets (Collection[AssetIdentifier]) –

Returns:

Iterator for assets by the sort order.

Return type:

Iterable[OnChainBalance]